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There was a recommendation on a youtube video https://www.youtube.com/watch?v=7Wwy58T83W0 by SMB Capital to scan for companies that have wild swings of their option price before earnings. He showed an example of GOOG where the price was around $3 two weeks before earnings then it was $26 dollars just before earnings. How could a scan for this be built? Thank you.
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You cannot. The Option Hacker screen does not work that way. I suggest you focus your efforts on learning the scan for changes in Implied Volatility around earnings because it is IV that is measuring the net change in options prices. Much more efficient then trying to measure the price changes directly. Marked as spam
 Posted by Pete Hahn (Questions: 37, Answers: 4118) Answered on July 5, 2020 6:11 pm
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